+195.5%
AMGN vs GIS
-19.5%
+215.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -13.7% | -6.4% | -7.3% | -11.7% |
| 30D | -8.8% | -6.1% | -2.7% | -6.9% |
| 3M | +7.2% | +7.8% | -0.6% | +4.1% |
| 6M | +1.3% | -8.8% | +10.1% | +3.9% |
| YTD | +17.6% | -19.1% | +36.8% | +25.2% |
| 1Y | +37.2% | -24.8% | +61.9% | +49.4% |
| 3Y | +57.7% | -37.6% | +95.3% | +81.6% |
| 5Y | +106.3% | -25.4% | +131.7% | +120.5% |
| All | +195.5% | -19.5% | +215.1% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling